+135.1%
ADI vs FSLY
-49.3%
+184.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.2% |
| 7D | +2.6% | +11.2% | -8.5% | +1.3% |
| 30D | -4.6% | -18.2% | +13.5% | -2.6% |
| 3M | -9.5% | +21.9% | -31.4% | -12.5% |
| 6M | +14.8% | +4.0% | +10.8% | +9.4% |
| YTD | +35.8% | +123.1% | -87.3% | +13.3% |
| 1Y | +48.9% | +196.9% | -147.9% | +16.4% |
| 3Y | +115.6% | -1.3% | +116.8% | +85.7% |
| 5Y | +135.1% | -50.2% | +185.3% | +96.6% |
| All | +135.1% | -49.3% | +184.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling